+12,071.9%
WAT vs ZBRA
+2,191.6%
+9,880.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +5.4% | -14.0% | +19.4% | +9.1% |
| 3M | +11.3% | -14.7% | +26.0% | +15.2% |
| 6M | +37.4% | +31.3% | +6.1% | +27.0% |
| YTD | +21.2% | +33.4% | -12.3% | +10.8% |
| 1Y | +21.3% | +34.1% | -12.8% | +10.8% |
| 3Y | +83.4% | +59.9% | +23.5% | +58.3% |
| 5Y | +29.0% | -45.3% | +74.2% | +38.0% |
| 10Y | +223.9% | +384.4% | -160.5% | +110.6% |
| All | +12,071.9% | +2,191.6% | +9,880.3% | +5,382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling